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- W1657704921 abstract "We apply the mathematical formalism of Bohmian mechanics to describe dynamics of shares. The main distinguishing feature of the financial Bohmian model is the possibility to take into account market psychology by describing expectations of traders by the pilot wave. We also discuss some objections (coming from conventional financial mathematics of stochastic processes) against the deterministic Bohmian model. In particular, the objection that such a model contradicts to the efficient market hypothesis which is the cornerstone of the modern market ideology. Another objection is of pure mathematical nature: it is related to the quadratic variation of price trajectories. One possibility to reply to this critique is to consider the stochastic Bohm‐Vigier model, instead of the deterministic one. We do this in the present note." @default.
- W1657704921 created "2016-06-24" @default.
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- W1657704921 date "2007-01-01" @default.
- W1657704921 modified "2023-09-25" @default.
- W1657704921 title "Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?" @default.
- W1657704921 doi "https://doi.org/10.1063/1.2713467" @default.
- W1657704921 hasPublicationYear "2007" @default.
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